Uses of Class
com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
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Packages that use FixedOvernightSwapTemplate Package Description com.opengamma.strata.market.curve.node Curve nodes.com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of FixedOvernightSwapTemplate in com.opengamma.strata.market.curve.node
Methods in com.opengamma.strata.market.curve.node that return FixedOvernightSwapTemplate Modifier and Type Method Description FixedOvernightSwapTemplate
FixedOvernightSwapCurveNode. getTemplate()
Gets the template for the swap associated with this node.Methods in com.opengamma.strata.market.curve.node that return types with arguments of type FixedOvernightSwapTemplate Modifier and Type Method Description org.joda.beans.MetaProperty<FixedOvernightSwapTemplate>
FixedOvernightSwapCurveNode.Meta. template()
The meta-property for thetemplate
property.Methods in com.opengamma.strata.market.curve.node with parameters of type FixedOvernightSwapTemplate Modifier and Type Method Description static FixedOvernightSwapCurveNode
FixedOvernightSwapCurveNode. of(FixedOvernightSwapTemplate template, ObservableId rateId)
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.static FixedOvernightSwapCurveNode
FixedOvernightSwapCurveNode. of(FixedOvernightSwapTemplate template, ObservableId rateId, double additionalSpread)
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.static FixedOvernightSwapCurveNode
FixedOvernightSwapCurveNode. of(FixedOvernightSwapTemplate template, ObservableId rateId, double additionalSpread, String label)
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.FixedOvernightSwapCurveNode.Builder
FixedOvernightSwapCurveNode.Builder. template(FixedOvernightSwapTemplate template)
Sets the template for the swap associated with this node. -
Uses of FixedOvernightSwapTemplate in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return FixedOvernightSwapTemplate Modifier and Type Method Description FixedOvernightSwapTemplate
FixedOvernightSwapTemplate.Builder. build()
static FixedOvernightSwapTemplate
FixedOvernightSwapTemplate. of(Tenor tenor, FixedOvernightSwapConvention convention)
Obtains a template based on the specified tenor and convention.static FixedOvernightSwapTemplate
FixedOvernightSwapTemplate. of(Period periodToStart, Tenor tenor, FixedOvernightSwapConvention convention)
Obtains a template based on the specified period, tenor and convention.default FixedOvernightSwapTemplate
FixedOvernightSwapConvention. toTemplate(Tenor tenor)
Obtains a template based on the specified tenor.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type FixedOvernightSwapTemplate Modifier and Type Method Description Class<? extends FixedOvernightSwapTemplate>
FixedOvernightSwapTemplate.Meta. beanType()
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